Rates of convergence for the estimates of the optimal transformations of variables

Citation
. Burman, Prabir, Rates of convergence for the estimates of the optimal transformations of variables, Annals of statistics , 19(2), 1991, pp. 702-723
Journal title
ISSN journal
00905364
Volume
19
Issue
2
Year of publication
1991
Pages
702 - 723
Database
ACNP
SICI code
Abstract
We consider here spline estimates of the optimal transformations of variables for multiple correlation and regression as dealt with in a recent paper by Breiman and Friedman. We show that we can construct estimates of the optimal transformations which have the same optimal rate of convergence as in the usual nonparametric estimation of a univariate function.